+40,601.9%
JBL vs MLM
+2,961.7%
+37,640.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.0% | -2.9% | +5.9% | +4.5% |
| 30D | -8.3% | -6.8% | -1.4% | -5.2% |
| 3M | -16.9% | -11.2% | -5.7% | -13.1% |
| 6M | +21.8% | -21.8% | +43.6% | +35.9% |
| YTD | +36.3% | -17.0% | +53.3% | +46.8% |
| 1Y | +49.5% | -16.4% | +65.9% | +60.0% |
| 3Y | +170.6% | +14.5% | +156.2% | +146.4% |
| 5Y | +408.4% | +41.7% | +366.6% | +311.3% |
| 10Y | +1,450.4% | +200.0% | +1,250.3% | +722.6% |
| All | +40,601.9% | +2,961.7% | +37,640.2% | +6,913.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling